Research output per year
Research output per year
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
- 25 Article
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Discovering the Network Granger Causality in Large Vector Autoregressive Models
Uematsu, Y. & Yamagata, T., 27 Feb 2025, (E-pub ahead of print) In: Journal of the American Statistical Association. 12 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Revealing priors from posteriors with an application to inflation forecasting in the UK
Ikefuji, M., Magnus, J. & Yamagata, T., 1 Jan 2024, In: Econometrics Journal. 27, 1, p. 151-170 20 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
Pesaran, M. H. & Yamagata, T., 10 Feb 2023, (E-pub ahead of print) In: Journal of Financial Econometrics. 54 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile
Projects
- 1 Finished
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ESRC IAA: The Symposium on Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis
Yamagata, T. (Principal investigator)
ECONOMIC AND SOCIAL RESEARCH COUNCIL (ESRC)
23/09/18 → 31/12/18
Project: Other project (funded) › Restricted grant
Prizes
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York ESRC IAA (Impact Acceleration Account) Grant in support of ‘The Symposium on Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis’, £2,814.28
Smith, V. (Recipient), Yamagata, T. (Recipient) & Chen, J. (Recipient), Sept 2018
Prize: Prize (including medals and awards)